On the Use of Smoothing to Improve the Performance of the Splitting Method
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Publication:3113806
DOI10.1080/15326349.2011.614188zbMath1236.65064OpenAlexW1975061825MaRDI QIDQ3113806
Frédéric Cérou, Arnaud Guyader, Radislav Vaisman, Reuven Y. Rubinstein
Publication date: 25 January 2012
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2011.614188
Numerical mathematical programming methods (65K05) Integer programming (90C10) Combinatorial optimization (90C27) Combinatorial probability (60C05) Randomized algorithms (68W20)
Related Items (2)
Simulation and estimation of extreme quantiles and extreme probabilities ⋮ Rare event simulation and splitting for discontinuous random variables
Cites Work
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